CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 24-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2025 |
24-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0441 |
0.0007 |
0.1% |
1.0302 |
| High |
1.0462 |
1.0546 |
0.0084 |
0.8% |
1.0546 |
| Low |
1.0396 |
1.0436 |
0.0040 |
0.4% |
1.0292 |
| Close |
1.0448 |
1.0520 |
0.0072 |
0.7% |
1.0520 |
| Range |
0.0067 |
0.0110 |
0.0044 |
65.4% |
0.0254 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.2% |
0.0000 |
| Volume |
200,481 |
250,653 |
50,172 |
25.0% |
1,108,187 |
|
| Daily Pivots for day following 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0785 |
1.0580 |
|
| R3 |
1.0720 |
1.0675 |
1.0550 |
|
| R2 |
1.0610 |
1.0610 |
1.0540 |
|
| R1 |
1.0565 |
1.0565 |
1.0530 |
1.0588 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0512 |
| S1 |
1.0455 |
1.0455 |
1.0509 |
1.0478 |
| S2 |
1.0390 |
1.0390 |
1.0499 |
|
| S3 |
1.0280 |
1.0345 |
1.0489 |
|
| S4 |
1.0170 |
1.0235 |
1.0459 |
|
|
| Weekly Pivots for week ending 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1120 |
1.0659 |
|
| R3 |
1.0959 |
1.0866 |
1.0589 |
|
| R2 |
1.0706 |
1.0706 |
1.0566 |
|
| R1 |
1.0613 |
1.0613 |
1.0543 |
1.0659 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0476 |
| S1 |
1.0359 |
1.0359 |
1.0496 |
1.0406 |
| S2 |
1.0199 |
1.0199 |
1.0473 |
|
| S3 |
0.9945 |
1.0106 |
1.0450 |
|
| S4 |
0.9692 |
0.9852 |
1.0380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0546 |
1.0291 |
0.0255 |
2.4% |
0.0095 |
0.9% |
90% |
True |
False |
258,823 |
| 10 |
1.0546 |
1.0205 |
0.0341 |
3.2% |
0.0087 |
0.8% |
92% |
True |
False |
235,777 |
| 20 |
1.0546 |
1.0205 |
0.0341 |
3.2% |
0.0084 |
0.8% |
92% |
True |
False |
203,400 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0081 |
0.8% |
67% |
False |
False |
168,411 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0084 |
0.8% |
40% |
False |
False |
113,314 |
| 80 |
1.1214 |
1.0205 |
0.1010 |
9.6% |
0.0075 |
0.7% |
31% |
False |
False |
85,149 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.2% |
0.0071 |
0.7% |
29% |
False |
False |
68,262 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.3% |
0.0064 |
0.6% |
29% |
False |
False |
56,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0833 |
|
1.618 |
1.0723 |
|
1.000 |
1.0656 |
|
0.618 |
1.0613 |
|
HIGH |
1.0546 |
|
0.618 |
1.0503 |
|
0.500 |
1.0491 |
|
0.382 |
1.0478 |
|
LOW |
1.0436 |
|
0.618 |
1.0368 |
|
1.000 |
1.0326 |
|
1.618 |
1.0258 |
|
2.618 |
1.0148 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 24-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0510 |
1.0503 |
| PP |
1.0500 |
1.0487 |
| S1 |
1.0491 |
1.0471 |
|